Strategy Tester Report
Grace Serenity
| 通貨ペア | USDJPYp (United States Dollar vs. Japanese Yen) | ||||
| 期間 | 1分足(M1) 2013.01.01 22:00 - 2024.03.28 23:59 (2013.01.01 - 2024.03.30) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | com2=""; MagicNumber=752996; AutoLot=false; MM_Percent=1; Martingale_Start=0.1; MaxSlippage=3; | ||||
| テストバー数 | 4164836 | モデルティック数 | 285113234 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 変動 | ||
| 純益 | 1053915.99 | 総利益 | 4341044.98 | 総損失 | -3287128.99 |
| プロフィットファクタ | 1.32 | 期待利得 | 342.29 | ||
| 絶対ドローダウン | 10060.33 | 最大ドローダウン | 45063.73 (2.62%) | 相対ドローダウン | 3.54% (43578.56) |
| 総取引数 | 3079 | 売りポジション(勝率%） | 0 (0.00%) | 買いポジション(勝率%） | 3079 (65.54%) |
| 勝率(%) | 2018 (65.54%) | 負率 (%) | 1061 (34.46%) | ||
| 最大 | 勝トレード | 12525.81 | 敗トレード | -19248.96 | |
| 平均 | 勝トレード | 2151.16 | 敗トレード | -3098.14 | |
| 最大 | 連勝(金額) | 18 (25289.95) | 連敗(金額) | 5 (-37341.23) | |
| 最大 | 連勝(トレード数) | 25289.95 (18) | 連敗(トレード数) | -37341.23 (5) | |
| 平均 | 連勝 | 3 | 連敗 | 1 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 10201 | 2022.08.17 16:42 | buy | 2551 | 0.10 | 135.339 | 0.000 | 0.000 | ||
| 10202 | 2022.08.17 16:42 | modify | 2551 | 0.10 | 135.339 | 135.099 | 0.000 | ||
| 10203 | 2022.08.17 16:42 | modify | 2551 | 0.10 | 135.339 | 135.099 | 135.509 | ||
| 10204 | 2022.08.17 18:02 | s/l | 2551 | 0.10 | 135.098 | 135.099 | 135.509 | -2410.60 | 1876968.52 |
| 10205 | 2022.08.17 18:06 | buy | 2552 | 0.16 | 135.122 | 0.000 | 0.000 | ||
| 10206 | 2022.08.17 18:06 | modify | 2552 | 0.16 | 135.122 | 134.882 | 0.000 | ||
| 10207 | 2022.08.17 18:06 | modify | 2552 | 0.16 | 135.122 | 134.882 | 135.292 | ||
| 10208 | 2022.08.17 18:13 | s/l | 2552 | 0.16 | 134.882 | 134.882 | 135.292 | -3840.96 | 1873127.56 |
| 10209 | 2022.08.18 09:04 | buy | 2553 | 0.26 | 135.163 | 0.000 | 0.000 | ||
| 10210 | 2022.08.18 09:04 | modify | 2553 | 0.26 | 135.163 | 134.923 | 0.000 | ||
| 10211 | 2022.08.18 09:04 | modify | 2553 | 0.26 | 135.163 | 134.923 | 135.333 | ||
| 10212 | 2022.08.18 09:19 | t/p | 2553 | 0.26 | 135.326 | 134.923 | 135.333 | 4236.45 | 1877364.01 |
| 10213 | 2022.08.18 22:02 | buy | 2554 | 0.10 | 135.861 | 0.000 | 0.000 | ||
| 10214 | 2022.08.18 22:02 | modify | 2554 | 0.10 | 135.861 | 135.621 | 0.000 | ||
| 10215 | 2022.08.18 22:02 | modify | 2554 | 0.10 | 135.861 | 135.621 | 136.031 | ||
| 10216 | 2022.08.19 00:08 | t/p | 2554 | 0.10 | 136.039 | 135.621 | 136.031 | 1874.58 | 1879238.60 |
| 10217 | 2022.08.19 05:47 | buy | 2555 | 0.10 | 136.216 | 0.000 | 0.000 | ||
| 10218 | 2022.08.19 05:47 | modify | 2555 | 0.10 | 136.216 | 135.976 | 0.000 | ||
| 10219 | 2022.08.19 05:47 | modify | 2555 | 0.10 | 136.216 | 135.976 | 136.386 | ||
| 10220 | 2022.08.19 06:53 | t/p | 2555 | 0.10 | 136.385 | 135.976 | 136.386 | 1689.40 | 1880928.00 |
| 10221 | 2022.08.19 08:52 | buy | 2556 | 0.10 | 136.426 | 0.000 | 0.000 | ||
| 10222 | 2022.08.19 08:52 | modify | 2556 | 0.10 | 136.426 | 136.186 | 0.000 | ||
| 10223 | 2022.08.19 08:52 | modify | 2556 | 0.10 | 136.426 | 136.186 | 136.596 | ||
| 10224 | 2022.08.19 09:47 | t/p | 2556 | 0.10 | 136.592 | 136.186 | 136.596 | 1659.40 | 1882587.40 |
| 10225 | 2022.08.19 13:01 | buy | 2557 | 0.10 | 136.776 | 0.000 | 0.000 | ||
| 10226 | 2022.08.19 13:01 | modify | 2557 | 0.10 | 136.776 | 136.536 | 0.000 | ||
| 10227 | 2022.08.19 13:01 | modify | 2557 | 0.10 | 136.776 | 136.536 | 136.946 | ||
| 10228 | 2022.08.19 13:13 | t/p | 2557 | 0.10 | 136.952 | 136.536 | 136.946 | 1759.40 | 1884346.80 |
| 10229 | 2022.08.19 13:48 | buy | 2558 | 0.10 | 136.752 | 0.000 | 0.000 | ||
| 10230 | 2022.08.19 13:48 | modify | 2558 | 0.10 | 136.752 | 136.512 | 0.000 | ||
| 10231 | 2022.08.19 13:48 | modify | 2558 | 0.10 | 136.752 | 136.512 | 136.922 | ||
| 10232 | 2022.08.19 13:59 | t/p | 2558 | 0.10 | 136.932 | 136.512 | 136.922 | 1799.40 | 1886146.20 |
| 10233 | 2022.08.19 16:05 | buy | 2559 | 0.10 | 136.905 | 0.000 | 0.000 | ||
| 10234 | 2022.08.19 16:05 | modify | 2559 | 0.10 | 136.905 | 136.665 | 0.000 | ||
| 10235 | 2022.08.19 16:05 | modify | 2559 | 0.10 | 136.905 | 136.665 | 137.075 | ||
| 10236 | 2022.08.21 22:15 | close | 2559 | 0.10 | 136.944 | 136.665 | 137.075 | 389.40 | 1886535.60 |
| 10237 | 2022.08.22 03:20 | buy | 2560 | 0.10 | 137.221 | 0.000 | 0.000 | ||
| 10238 | 2022.08.22 03:20 | modify | 2560 | 0.10 | 137.221 | 136.981 | 0.000 | ||
| 10239 | 2022.08.22 03:20 | modify | 2560 | 0.10 | 137.221 | 136.981 | 137.391 | ||
| 10240 | 2022.08.22 06:47 | s/l | 2560 | 0.10 | 136.970 | 136.981 | 137.391 | -2510.60 | 1884025.00 |
| 10241 | 2022.08.22 22:49 | buy | 2561 | 0.16 | 137.450 | 0.000 | 0.000 | ||
| 10242 | 2022.08.22 22:49 | modify | 2561 | 0.16 | 137.450 | 137.210 | 0.000 | ||
| 10243 | 2022.08.22 22:49 | modify | 2561 | 0.16 | 137.450 | 137.210 | 137.620 | ||
| 10244 | 2022.08.22 23:27 | close | 2561 | 0.16 | 137.595 | 137.210 | 137.620 | 2319.04 | 1886344.04 |
| 10245 | 2022.08.23 00:37 | buy | 2562 | 0.10 | 137.474 | 0.000 | 0.000 | ||
| 10246 | 2022.08.23 00:37 | modify | 2562 | 0.10 | 137.474 | 137.234 | 0.000 | ||
| 10247 | 2022.08.23 00:37 | modify | 2562 | 0.10 | 137.474 | 137.234 | 137.644 | ||
| 10248 | 2022.08.23 00:55 | s/l | 2562 | 0.10 | 137.230 | 137.234 | 137.644 | -2440.60 | 1883903.44 |
| 10249 | 2022.08.24 22:27 | buy | 2563 | 0.16 | 137.046 | 0.000 | 0.000 | ||
| 10250 | 2022.08.24 22:27 | modify | 2563 | 0.16 | 137.046 | 136.806 | 0.000 | ||
| 10251 | 2022.08.24 22:27 | modify | 2563 | 0.16 | 137.046 | 136.806 | 137.216 | ||
| 10252 | 2022.08.25 00:51 | s/l | 2563 | 0.16 | 136.799 | 136.806 | 137.216 | -3496.07 | 1880407.36 |
| 10253 | 2022.08.29 06:37 | buy | 2564 | 0.26 | 138.682 | 0.000 | 0.000 | ||
| 10254 | 2022.08.29 06:37 | modify | 2564 | 0.26 | 138.682 | 138.442 | 0.000 | ||
| 10255 | 2022.08.29 06:37 | modify | 2564 | 0.26 | 138.682 | 138.442 | 138.852 | ||
| 10256 | 2022.08.29 07:04 | t/p | 2564 | 0.26 | 138.854 | 138.442 | 138.852 | 4470.45 | 1884877.81 |
| 10257 | 2022.08.29 07:48 | buy | 2565 | 0.10 | 138.663 | 0.000 | 0.000 | ||
| 10258 | 2022.08.29 07:48 | modify | 2565 | 0.10 | 138.663 | 138.423 | 0.000 | ||
| 10259 | 2022.08.29 07:48 | modify | 2565 | 0.10 | 138.663 | 138.423 | 138.833 | ||
| 10260 | 2022.08.29 08:31 | t/p | 2565 | 0.10 | 138.837 | 138.423 | 138.833 | 1739.40 | 1886617.21 |
| 10261 | 2022.08.29 09:15 | buy | 2566 | 0.10 | 138.587 | 0.000 | 0.000 | ||
| 10262 | 2022.08.29 09:15 | modify | 2566 | 0.10 | 138.587 | 138.347 | 0.000 | ||
| 10263 | 2022.08.29 09:15 | modify | 2566 | 0.10 | 138.587 | 138.347 | 138.757 | ||
| 10264 | 2022.08.29 12:29 | s/l | 2566 | 0.10 | 138.350 | 138.347 | 138.757 | -2370.60 | 1884246.61 |
| 10265 | 2022.08.29 19:52 | buy | 2567 | 0.16 | 138.733 | 0.000 | 0.000 | ||
| 10266 | 2022.08.29 19:52 | modify | 2567 | 0.16 | 138.733 | 138.493 | 0.000 | ||
| 10267 | 2022.08.29 19:52 | modify | 2567 | 0.16 | 138.733 | 138.493 | 138.903 | ||
| 10268 | 2022.08.30 00:11 | s/l | 2567 | 0.16 | 138.488 | 138.493 | 138.903 | -3768.66 | 1880477.95 |
| 10269 | 2022.08.30 18:27 | buy | 2568 | 0.26 | 138.664 | 0.000 | 0.000 | ||
| 10270 | 2022.08.30 18:27 | modify | 2568 | 0.26 | 138.664 | 138.424 | 0.000 | ||
| 10271 | 2022.08.30 18:27 | modify | 2568 | 0.26 | 138.664 | 138.424 | 138.834 | ||
| 10272 | 2022.08.30 23:01 | t/p | 2568 | 0.26 | 138.838 | 138.424 | 138.834 | 4522.45 | 1885000.40 |
| 10273 | 2022.08.30 23:43 | buy | 2569 | 0.10 | 138.755 | 0.000 | 0.000 | ||
| 10274 | 2022.08.30 23:43 | modify | 2569 | 0.10 | 138.755 | 138.515 | 0.000 | ||
| 10275 | 2022.08.30 23:43 | modify | 2569 | 0.10 | 138.755 | 138.515 | 138.925 | ||
| 10276 | 2022.08.31 00:33 | s/l | 2569 | 0.10 | 138.508 | 138.515 | 138.925 | -2375.42 | 1882624.98 |
| 10277 | 2022.08.31 11:01 | buy | 2570 | 0.16 | 138.696 | 0.000 | 0.000 | ||
| 10278 | 2022.08.31 11:01 | modify | 2570 | 0.16 | 138.696 | 138.456 | 0.000 | ||
| 10279 | 2022.08.31 11:01 | modify | 2570 | 0.16 | 138.696 | 138.456 | 138.866 | ||
| 10280 | 2022.08.31 12:15 | s/l | 2570 | 0.16 | 138.451 | 138.456 | 138.866 | -3920.96 | 1878704.02 |
| 10281 | 2022.09.05 00:55 | buy | 2571 | 0.26 | 140.316 | 0.000 | 0.000 | ||
| 10282 | 2022.09.05 00:55 | modify | 2571 | 0.26 | 140.316 | 140.076 | 0.000 | ||
| 10283 | 2022.09.05 00:55 | modify | 2571 | 0.26 | 140.316 | 140.076 | 140.486 | ||
| 10284 | 2022.09.05 05:52 | close | 2571 | 0.26 | 140.468 | 140.076 | 140.486 | 3950.45 | 1882654.47 |
| 10285 | 2022.09.05 09:46 | buy | 2572 | 0.10 | 140.434 | 0.000 | 0.000 | ||
| 10286 | 2022.09.05 09:46 | modify | 2572 | 0.10 | 140.434 | 140.194 | 0.000 | ||
| 10287 | 2022.09.05 09:46 | modify | 2572 | 0.10 | 140.434 | 140.194 | 140.604 | ||
| 10288 | 2022.09.05 12:12 | t/p | 2572 | 0.10 | 140.595 | 140.194 | 140.604 | 1609.40 | 1884263.87 |
| 10289 | 2022.09.05 14:33 | buy | 2573 | 0.10 | 140.537 | 0.000 | 0.000 | ||
| 10290 | 2022.09.05 14:33 | modify | 2573 | 0.10 | 140.537 | 140.297 | 0.000 | ||
| 10291 | 2022.09.05 14:33 | modify | 2573 | 0.10 | 140.537 | 140.297 | 140.707 | ||
| 10292 | 2022.09.06 00:05 | s/l | 2573 | 0.10 | 140.290 | 140.297 | 140.707 | -2375.42 | 1881888.46 |
| 10293 | 2022.09.06 19:02 | buy | 2574 | 0.16 | 142.826 | 0.000 | 0.000 | ||
| 10294 | 2022.09.06 19:02 | modify | 2574 | 0.16 | 142.826 | 142.586 | 0.000 | ||
| 10295 | 2022.09.06 19:02 | modify | 2574 | 0.16 | 142.826 | 142.586 | 142.996 | ||
| 10296 | 2022.09.06 22:45 | close | 2574 | 0.16 | 142.967 | 142.586 | 142.996 | 2255.04 | 1884143.50 |
| 10297 | 2022.09.07 05:07 | buy | 2575 | 0.10 | 143.790 | 0.000 | 0.000 | ||
| 10298 | 2022.09.07 05:07 | modify | 2575 | 0.10 | 143.790 | 143.550 | 0.000 | ||
| 10299 | 2022.09.07 05:07 | modify | 2575 | 0.10 | 143.790 | 143.550 | 143.960 | ||
| 10300 | 2022.09.07 05:24 | t/p | 2575 | 0.10 | 143.957 | 143.550 | 143.960 | 1669.40 | 1885812.90 |
| 10301 | 2022.09.07 12:31 | buy | 2576 | 0.10 | 144.597 | 0.000 | 0.000 | ||
| 10302 | 2022.09.07 12:31 | modify | 2576 | 0.10 | 144.597 | 144.357 | 0.000 | ||
| 10303 | 2022.09.07 12:31 | modify | 2576 | 0.10 | 144.597 | 144.357 | 144.767 | ||
| 10304 | 2022.09.07 12:33 | t/p | 2576 | 0.10 | 144.779 | 144.357 | 144.767 | 1819.40 | 1887632.30 |
| 10305 | 2022.09.07 14:31 | buy | 2577 | 0.10 | 144.443 | 0.000 | 0.000 | ||
| 10306 | 2022.09.07 14:31 | modify | 2577 | 0.10 | 144.443 | 144.203 | 0.000 | ||
| 10307 | 2022.09.07 14:31 | modify | 2577 | 0.10 | 144.443 | 144.203 | 144.613 | ||
| 10308 | 2022.09.07 16:42 | s/l | 2577 | 0.10 | 144.199 | 144.203 | 144.613 | -2440.60 | 1885191.70 |
| 10309 | 2022.09.13 23:34 | buy | 2578 | 0.16 | 144.607 | 0.000 | 0.000 | ||
| 10310 | 2022.09.13 23:34 | modify | 2578 | 0.16 | 144.607 | 144.367 | 0.000 | ||
| 10311 | 2022.09.13 23:34 | modify | 2578 | 0.16 | 144.607 | 144.367 | 144.777 | ||
| 10312 | 2022.09.13 23:41 | s/l | 2578 | 0.16 | 144.362 | 144.367 | 144.777 | -3920.96 | 1881270.74 |
| 10313 | 2022.09.13 23:42 | buy | 2579 | 0.26 | 144.371 | 0.000 | 0.000 | ||
| 10314 | 2022.09.13 23:42 | modify | 2579 | 0.26 | 144.371 | 144.131 | 0.000 | ||
| 10315 | 2022.09.13 23:42 | modify | 2579 | 0.26 | 144.371 | 144.131 | 144.541 | ||
| 10316 | 2022.09.13 23:51 | t/p | 2579 | 0.26 | 144.548 | 144.131 | 144.541 | 4600.45 | 1885871.19 |
| 10317 | 2022.09.13 23:54 | buy | 2580 | 0.10 | 144.505 | 0.000 | 0.000 | ||
| 10318 | 2022.09.13 23:54 | modify | 2580 | 0.10 | 144.505 | 144.265 | 0.000 | ||
| 10319 | 2022.09.13 23:54 | modify | 2580 | 0.10 | 144.505 | 144.265 | 144.675 | ||
| 10320 | 2022.09.14 00:44 | s/l | 2580 | 0.10 | 144.248 | 144.265 | 144.675 | -2475.42 | 1883395.77 |
| 10321 | 2022.09.19 12:41 | buy | 2581 | 0.16 | 143.419 | 0.000 | 0.000 | ||
| 10322 | 2022.09.19 12:41 | modify | 2581 | 0.16 | 143.419 | 143.179 | 0.000 | ||
| 10323 | 2022.09.19 12:41 | modify | 2581 | 0.16 | 143.419 | 143.179 | 143.589 | ||
| 10324 | 2022.09.19 15:08 | s/l | 2581 | 0.16 | 143.181 | 143.179 | 143.589 | -3808.96 | 1879586.81 |
| 10325 | 2022.09.20 10:24 | buy | 2582 | 0.26 | 143.608 | 0.000 | 0.000 | ||
| 10326 | 2022.09.20 10:24 | modify | 2582 | 0.26 | 143.608 | 143.368 | 0.000 | ||
| 10327 | 2022.09.20 10:24 | modify | 2582 | 0.26 | 143.608 | 143.368 | 143.778 | ||
| 10328 | 2022.09.20 13:27 | t/p | 2582 | 0.26 | 143.779 | 143.368 | 143.778 | 4444.45 | 1884031.26 |
| 10329 | 2022.09.20 22:37 | buy | 2583 | 0.10 | 143.689 | 0.000 | 0.000 | ||
| 10330 | 2022.09.20 22:37 | modify | 2583 | 0.10 | 143.689 | 143.449 | 0.000 | ||
| 10331 | 2022.09.20 22:37 | modify | 2583 | 0.10 | 143.689 | 143.449 | 143.859 | ||
| 10332 | 2022.09.21 03:20 | t/p | 2583 | 0.10 | 143.861 | 143.449 | 143.859 | 1814.58 | 1885845.85 |
| 10333 | 2022.09.22 00:07 | buy | 2584 | 0.10 | 144.173 | 0.000 | 0.000 | ||
| 10334 | 2022.09.22 00:07 | modify | 2584 | 0.10 | 144.173 | 143.933 | 0.000 | ||
| 10335 | 2022.09.22 00:07 | modify | 2584 | 0.10 | 144.173 | 143.933 | 144.343 | ||
| 10336 | 2022.09.22 00:53 | t/p | 2584 | 0.10 | 144.336 | 143.933 | 144.343 | 1629.40 | 1887475.25 |
| 10337 | 2022.09.23 12:03 | buy | 2585 | 0.10 | 142.724 | 0.000 | 0.000 | ||
| 10338 | 2022.09.23 12:03 | modify | 2585 | 0.10 | 142.724 | 142.484 | 0.000 | ||
| 10339 | 2022.09.23 12:03 | modify | 2585 | 0.10 | 142.724 | 142.484 | 142.894 | ||
| 10340 | 2022.09.23 12:10 | t/p | 2585 | 0.10 | 142.899 | 142.484 | 142.894 | 1749.40 | 1889224.65 |
| 10341 | 2022.09.25 22:23 | buy | 2586 | 0.10 | 143.343 | 0.000 | 0.000 | ||
| 10342 | 2022.09.25 22:23 | modify | 2586 | 0.10 | 143.343 | 143.103 | 0.000 | ||
| 10343 | 2022.09.25 22:23 | modify | 2586 | 0.10 | 143.343 | 143.103 | 143.513 | ||
| 10344 | 2022.09.25 23:07 | t/p | 2586 | 0.10 | 143.511 | 143.103 | 143.513 | 1679.40 | 1890904.05 |
| 10345 | 2022.09.26 05:48 | buy | 2587 | 0.10 | 143.754 | 0.000 | 0.000 | ||
| 10346 | 2022.09.26 05:48 | modify | 2587 | 0.10 | 143.754 | 143.514 | 0.000 | ||
| 10347 | 2022.09.26 05:48 | modify | 2587 | 0.10 | 143.754 | 143.514 | 143.924 | ||
| 10348 | 2022.09.26 05:54 | t/p | 2587 | 0.10 | 143.920 | 143.514 | 143.924 | 1659.40 | 1892563.45 |
| 10349 | 2022.09.26 06:01 | buy | 2588 | 0.10 | 143.826 | 0.000 | 0.000 | ||
| 10350 | 2022.09.26 06:01 | modify | 2588 | 0.10 | 143.826 | 143.586 | 0.000 | ||